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Persistent URL http://purl.org/net/epubs/work/50740
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Record Id 50740
Title On iterative methods and implicit-factorization preconditioners for regularized saddle-point systems
Abstract We consider conjugate-gradient like methods for solving block symmetric indefinite linear systems that arise from saddle point problems or, in particular, regularizations thereof. Such methods require preconditioners that preserve certain sub-blocks from the original systems but allow considerable flexibility for remaining blocks. We construct fourteen families of implicit factorizations that are capable of reproducing the required sub-blocks and (some) of the remainder. These generalise known implicit factorizations for the unregularized case. Improved eigenvalue clustering is possible if additionally some of the non-crucial blocks are reproduced. Numerical experiments confirm that these implicit-factorization preconditioners can be very effective in practice.
Organisation CCLRC , CSE , CSE-NAG
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Language English (EN)
Type Details URI(s) Local file(s) Year
Report RAL Technical Reports RAL-TR-2005-011. 2005. dgswRAL2005011.pdf 2005